spawnaga / ES_futures_optionsLinks
☆5Updated 4 years ago
Alternatives and similar repositories for ES_futures_options
Users that are interested in ES_futures_options are comparing it to the libraries listed below
Sorting:
- ☆35Updated 7 years ago
- The Option Lab is an automated backtesting framework for option trading strategies. The results generated by the code are visualised on o…☆57Updated 2 years ago
- Asynchronous financial data management☆21Updated 7 years ago
- Option strategy screening algorithms with "ib_insync" ( using Interactive Brokers market data )☆29Updated 4 years ago
- Generate various Alternative Bars both historically and at real-time.☆35Updated 2 years ago
- Scanner that finds patterns in stocks/options/futures and discerns future risk/reward. Ie, money ball engine.☆24Updated 3 years ago
- A tool for combining historical data with user-provided forecasts to produce Kelly optimal portfolio allocations☆84Updated last month
- Script for Calculating Implied Probability Distribution from Option Prices - The Quant's Playbook @ Quant Galore☆37Updated last year
- vix_utils provides command line tools and a a Python API for preparing data for analysing the VIX Futures and Cash Term structures. Term …☆51Updated last year
- Tools to calculate and plot support/resistance lines for OHLC datasets☆26Updated 7 years ago
- Automated trading system for NOPE strategy over IBKR TWS☆32Updated 4 years ago
- Fetch data (futures, stock, coming next => options) from IBKR for local use.☆17Updated 4 years ago
- Engine and UI for tracking trading performance across stocks and derivatives (options, futures, & future options).☆15Updated 3 years ago
- Run ib_insync with IBC Inside Docker Container☆22Updated 6 years ago
- Extract and visualize implied volatility from option chain data☆39Updated 2 months ago
- A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python☆91Updated 2 months ago
- Machine learning end-to-end research and trade execution☆98Updated 4 years ago
- A vectorized implementation of py_vollib, that supports numpy arrays and pandas Series and DataFrames.☆136Updated 8 months ago
- A library for black-scholes euro options pricing, algorithmic delta hedging, and visualization☆62Updated 5 years ago
- Backtest asset allocation strategies in Python with only a background in pandas necessary☆49Updated 2 years ago
- Kelly Criterion calculation☆99Updated 2 years ago
- ☆127Updated 6 years ago
- Notebooks and stuff from quantfiction.com☆37Updated 5 years ago
- Visualisation for auction market theory with live charts☆124Updated 4 years ago
- Advances in Financial Machine Learning by Marcos Lopez De Prado☆54Updated 6 years ago
- my Algo Trading Strategies☆56Updated last week
- Visual style support and resistance detection using Python code☆64Updated 6 years ago
- Vanilla option pricing and visualisation using Black-Scholes model in pure Python☆133Updated 2 years ago
- ☆47Updated 10 years ago
- Automatically exported from code.google.com/p/ibswigsystematicexamples☆37Updated 8 years ago